#forecast
The R package forecast provides methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.
Installation
You can install the stable version on R CRAN.
install.packages('forecast', dependencies = TRUE)You can install the development version from Github
# install.packages("devtools")
devtools::install_github("robjhyndman/forecast")Usage
library(forecast)
# ETS forecasts
fit <- ets(USAccDeaths)
plot(forecast(fit))
# Automatic ARIMA forecasts
fit <- auto.arima(WWWusage)
plot(forecast(fit, h=20))
# ARFIMA forecasts
library(fracdiff)
x <- fracdiff.sim( 100, ma=-.4, d=.3)$series
fit <- arfima(x)
plot(forecast(fit, h=30))
# Forecasting with STL
tsmod <- stlm(USAccDeaths, modelfunction=ar)
plot(forecast(tsmod, h=36))
plot(stlf(AirPassengers, lambda=0))
decomp <- stl(USAccDeaths,s.window="periodic")
plot(forecast(decomp))
# TBATS forecasts
fit <- tbats(USAccDeaths)
plot(forecast(fit))
taylor.fit <- tbats(taylor)
plot(forecast(taylor.fit))License
This package is free and open source software, licensed under GPL (>= 2).